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USA
Theorie
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Derivat
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Aktienmarkt
2,986
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2,982
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85
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74
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39
Stock, James H.
36
Koopman, Siem Jan
35
McAleer, Michael
34
Watson, Mark W.
31
Hautsch, Nikolaus
28
Campbell, John Y.
24
Engle, Robert F.
24
Franses, Philip Hans
23
Timmermann, Allan
22
Gil-Alana, Luis A.
21
Kapetanios, George
21
Pástor, Ľuboš
21
Stambaugh, Robert F.
21
Ferson, Wayne E.
20
Pesaran, M. Hashem
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Miller, Stephen M.
19
Piger, Jeremy Max
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Guo, Hui
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Lanne, Markku
17
Diebold, Francis X.
16
Lucas, André
16
Bollerslev, Tim
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Ghysels, Eric
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Longstaff, Francis A.
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Marcellino, Massimiliano
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Swanson, Norman R.
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Cuñado Eizaguirre, Juncal
14
Dijk, Herman K. van
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Ravazzolo, Francesco
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Brandt, Michael W.
13
Kunst, Robert M.
13
Polk, Christopher
13
Potter, Simon M.
13
Asai, Manabu
12
Balcilar, Mehmet
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Härdle, Wolfgang
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Kim, Chang-jin
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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American Finance Association
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University of Exeter / Department of Economics
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University of Toronto / Department of Economics
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Weltbank
2
American Marketing Association
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Working paper / National Bureau of Economic Research, Inc.
175
The review of financial studies
158
The journal of finance : the journal of the American Finance Association
154
The journal of futures markets
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Journal of financial economics
67
Working paper
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Discussion paper / Centre for Economic Policy Research
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The review of economics and statistics
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Applied economics
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Journal of banking & finance
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International journal of forecasting
45
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of money, credit and banking : JMCB
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Journal of macroeconomics
41
Journal of applied econometrics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of empirical finance
36
Applied financial economics
35
Discussion paper / Tinbergen Institute
35
Journal of monetary economics
34
American journal of agricultural economics
32
Finance and economics discussion series
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Journal of econometrics
30
Macroeconomic dynamics
30
Real estate economics : journal of the American Real Estate and Urban Economics Association
30
Journal of international money and finance
29
Journal of political economy
29
The journal of real estate finance and economics
29
The journal of fixed income
28
CESifo working papers
27
Economic modelling
27
Review of quantitative finance and accounting
27
International review of financial analysis
25
Advances in futures and options research : a research annual
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometric reviews
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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1
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
2
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
3
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
4
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
5
Multivariate stochastic volatility-double jump model : an application for oil assets
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
-
2016
Persistent link: https://www.econbiz.de/10011444747
Saved in:
6
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
7
Statistics and finance : an introduction
Ruppert, David
-
2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory,
CAPM
, and the …
Persistent link: https://www.econbiz.de/10001805902
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
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